Club career

Newcastle United

Born in Stirling, Caldwell began his career in England with Premier League club Newcastle United, along with his younger brother Gary. He was released by Newcastle in 2004, having previously been loaned out to Blackpool (where he scored his first career goal against Stoke City in the Football League Trophy), Bradford City. in 2004 he joined fellow Premier League club Leeds United on loan as part of a loan swap for Michael Bridges who went in the opposite direction, Caldwell was unable to prevent Leeds being relegated to The Championship. During his loan spell he scored once in the league against Blackburn Rovers which helped earn Leeds a 2–1 victory. Once released by Newcastle, he joined local rivals Sunderland.

Sunderland

Caldwell joined Sunderland from local rivals Newcastle United in 2004. During his time at Sunderland Caldwell was known for his whole hearted approach to the game and the solid partnership he formed with Gary Breen whilst they both played for Sunderland. On 23 April 2005, he scored Sunderland's winning goal against Leicester City to send his team back to the Premiership.